Related papers: Using nonequilibrium fluctuation theorems to under…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
The Integral Fluctuation Theorem for entropy production (IFT) is among the few equalities that are known to be valid for physical systems arbitrarily driven far from equilibrium. Microscopically, it can be understood as an inherent symmetry…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of…
Motivated by the construction of the It\^o stochastic integral, we consider a step function method to discretize and simulate volatility modulated L\'evy semistationary processes. Moreover, we assess the accuracy of the method with a…
We present a fluctuation relation for heat dissipation in a nonequilibrium system. A nonequilibrium work is known to obey the fluctuation theorem in any time interval $t$. A heat, which differs from a work by an energy change, is shown to…
Nonequilibrium processes of small systems such as molecular machines are ubiquitous in biology, chemistry and physics, but are often challenging to comprehend. In the past two decades, several exact thermodynamic relations of nonequilibrium…
Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…
Recently, we proposed a method to estimate parameters of stochastic dynamics based on the linear response statistics. The method rests upon a nonlinear least-squares problem that takes into account the response properties that stem from the…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
We present a time-dependent extension of logarithmic perturbation theory for nonrelativistic quantum dynamics governed by the Schr\"odinger equation, in which the logarithm of the wave function is expanded in powers of a coupling constant.…
We study nonequilibrium fluctuation theorems in the presence of a time-reversal symmetry-breaking field and nonconservative forces, in a stochastic as well as a deterministic set up. We consider a system and a heat bath, called the combined…
Sampling from discrete distributions is a ubiquitous task in machine learning, recently revisited by the emergence of discrete diffusion models. While Langevin algorithms constitute the state of the art for continuous spaces, discrete…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…
We provide an analytical framework for analyzing the quality of stochastic Verlet-type integrators for simulating the Langevin equation. Focusing only on basic objective measures, we consider the ability of an integrator to correctly…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
We study nonequilibrium work relations for a space-dependent field with stochastic dynamics (Model A). Jarzynski's equality is obtained through symmetries of the dynamical action in the path integral representation. We derive a set of exact…